-35.4%
ILMN vs OUST
-64.1%
+28.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.0% | -11.5% | +0.8% |
| 7D | -9.7% | +17.0% | -26.7% | -11.5% |
| 30D | -20.4% | -16.5% | -3.9% | -19.0% |
| 3M | +10.0% | -23.7% | +33.7% | +12.5% |
| 6M | +49.5% | +18.4% | +31.1% | +40.5% |
| YTD | +62.5% | +60.8% | +1.7% | +45.3% |
| 1Y | +76.0% | +44.2% | +31.8% | +58.8% |
| 3Y | +94.2% | +668.1% | -573.9% | +23.7% |
| 5Y | -46.3% | -48.8% | +2.5% | -55.9% |
| All | -35.4% | -64.1% | +28.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling